CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	0.7543	0.7544	0.0001	0.0%	0.7542
High	0.7561	0.7559	-0.0002	0.0%	0.7603
Low	0.7531	0.7537	0.0006	0.1%	0.7512
Close	0.7540	0.7541	0.0001	0.0%	0.7542
Range	0.0030	0.0022	-0.0008	-26.7%	0.0091
ATR	0.0073	0.0070	-0.0004	-5.0%	0.0000
Volume	8,779	1,239	-7,540	-85.9%	362,300

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7598	0.7553
R3	0.7590	0.7576	0.7547
R2	0.7568	0.7568	0.7545
R1	0.7554	0.7554	0.7543	0.7550
PP	0.7546	0.7546	0.7546	0.7544
S1	0.7532	0.7532	0.7539	0.7528
S2	0.7524	0.7524	0.7537
S3	0.7502	0.7510	0.7535
S4	0.7480	0.7488	0.7529

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7775	0.7592
R3	0.7734	0.7684	0.7567
R2	0.7643	0.7643	0.7559
R1	0.7593	0.7593	0.7550	0.7588
PP	0.7552	0.7552	0.7552	0.7550
S1	0.7502	0.7502	0.7534	0.7497
S2	0.7461	0.7461	0.7525
S3	0.7370	0.7411	0.7517
S4	0.7279	0.7320	0.7492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7603	0.7513	0.0090	1.2%	0.0048	0.6%	31%	False	False	53,298
10	0.7627	0.7505	0.0122	1.6%	0.0064	0.8%	30%	False	False	68,690
20	0.7677	0.7488	0.0189	2.5%	0.0074	1.0%	28%	False	False	73,424
40	0.7773	0.7488	0.0285	3.8%	0.0072	1.0%	19%	False	False	67,156
60	0.8173	0.7488	0.0685	9.1%	0.0070	0.9%	8%	False	False	67,088
80	0.8235	0.7488	0.0747	9.9%	0.0071	0.9%	7%	False	False	56,331
100	0.8375	0.7488	0.0887	11.8%	0.0070	0.9%	6%	False	False	45,138
120	0.8375	0.7488	0.0887	11.8%	0.0071	0.9%	6%	False	False	37,678

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 127 trading days

Fibonacci Retracements and Extensions
4.250	0.7653
2.618	0.7617
1.618	0.7595
1.000	0.7581
0.618	0.7573
HIGH	0.7559
0.618	0.7551
0.500	0.7548
0.382	0.7545
LOW	0.7537
0.618	0.7523
1.000	0.7515
1.618	0.7501
2.618	0.7479
4.250	0.7444

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	0.7548	0.7541
PP	0.7546	0.7540
S1	0.7543	0.7540

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These figures are updated between 7pm and 10pm EST after a trading day.

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